home > Internet > Test: Control Word - Knowledge Hypermarket. Test: Test Word - Knowledge Hypermarket Why do we use document page settings

Test: Control Word - Knowledge Hypermarket. Test: Test Word - Knowledge Hypermarket Why do we use document page settings

First, a little background:

Pagination- This is the serial numbering of pages, which is usually located at the top or bottom of the pages of the site.

In most cases, it is used for master pages and sections. It often looks like this:

Details about what pagination is is described in Wikipedia.

We consider this moment important for internal optimization website, so in this SEO pagination guide, we’ll cover the main nuances and solutions.

Get to the point!

Let's look at some of the potential issues that come up when you use pagination, without considering the potential issues:

Limit visits by search robots for your site

When crawlers crawl your site, the depth and number of pages they visit at a time will vary depending on the trust of the site, the frequency of content updates, etc. And, if you have a huge number of pages with pagination, then the likelihood that search robots will go through all the pages of pagination and index all the final pages (products / articles) drops significantly. In addition, the limit will be spent on visiting pagination pages, and not on visiting the really important pages of the site.

The problem with duplicates

Depending on the structure of your paginated pages, it is highly likely that some pages may contain similar or identical content. In addition to this, you will often find that you have the same title and meta description tags on your site. In this case, duplicate content can make it difficult for search engines when it comes time to determine which pages are most relevant for a particular search term.

On the this moment SEO specialists have 4 ways to solve this problem.

Option 1: Remove pagination from the index with noindex

In most cases, this method is a priority and as quickly as possible. Its essence is to exclude all pagination pages from the index, except for the first one.

It is implemented in the following way: such a meta tag

added to section on all pages except the first. Thus, we exclude all pagination pages from the index, except for home page catalog and at the same time provide indexing of all products/pages that belong to this catalog.

Nuances to be taken into account:

if you place the description text of the main page of the catalog, then it is still desirable to place it only on the first page.
you should check that the URL of the first page is not duplicated. For example, if your pagination is implemented like this:

site.com/catalog?page=2
site.com/catalog?page=3
…

site.com/catalog?page=N

then if you are not on the first page, the link to the first page should be

site.com/catalog

while from this page

site.com/catalog?page=1

301 redirect to site.com/catalog must be configured.

pros

suitable for Yandex
least complex of all solutions
a great way to exclude all paginated pages from the index if there is no logical reason to include them in the index.

Minuses

although it solves the potential problem of pagination, but at the same time, we exclude paginated content from the index
if there are a lot of products, then if you do not use the xml sitemap, the products that are deep in the catalog will be indexed for a long time.

Option 2. "View all" and rel="canonical"

This method is recommended by Google: its essence is to create a separate “View All” page, where all products / pages from this catalog are displayed, and on all pagination pages we put rel=“canonical” on the “View All” page.

Implementation this method: after you have created the "View all" page (for example, this is site.com/catalog/view-all.html), then on all pagination pages you need to add the section place:

Thus we show search engines, that each page of pagination, as it were, is part of the "View All" page.

For them, this is the preferred method.
users prefer to view the entire category at once on one page (although this point is rather controversial and depends on the situation).

Nuances:

The See All page should pretty fast to load, preferably within 1-3 seconds. Therefore, this method is ideal for categories with 5 to 20 pagination pages and is not suitable for directories with hundreds of pagination pages.

Pros:

priority method for Google
all pagination content will be in the index of the search page through the "View all" page

Minuses:

not suitable if there are a lot of pages or a lot of high-quality pictures for products/articles.
rather complicated implementation on most standard CMS.

Option 3. Rel="prev"/"next"

Our last option for solving the pagination problem may be the most difficult, but it is arguably the most universal method for Google (Yandex does not currently take into account these directives). Because the implementation is quite complex, you must be very careful when using this method. Let's see how it works.

For example, you have 4 pages in the directory:

By using rel="prev"/"next" you are essentially creating a chain between all the pages in a given directory. This chain starts with first page: for this you add to the section :

For the first page, this is the only attribute. For second page both the previous page and the next page must be specified:

For third page do the same for the second

When we are on the last fourth page, we need to specify only the previous page in the chain:

Using these rel="prev"/"next" attributes, Google aggregates the page data into a single element in the index. Typically for users, this will be the first page, as it is usually the most relevant page.

Nuances:

rel="prev" and rel="next" are helper attributes for Google, not directives.
both relative and absolute URLs can be used as values (according to the valid values of the tag
if you provide a link in the document , relative paths will be determined based on the base URL
if Google detects errors in your markup (for example, if the expected value of the rel="prev" or rel="next" attribute is missing), further page indexing and content recognition will be performed based on Google's own heuristic algorithm.
you should check that when the URL of the first page is not duplicated

Pros:

allows you to solve the problem of pagination without using "See all"
implementation occurs with only minor changes to the HTML

Minuses:

these attributes are not taken into account by Yandex
implementation can be quite complex
very carefully you need to put links in the chain of pages

Option 4. AJAX and Javascript Scrolling

You are probably faced with endless scrolling products on e-commerce sites where products are constantly loading when scrolling to the bottom of the screen. Although this is good opportunity improve usability, this method also needs to be used correctly. It is desirable that the products are not automatically loaded when scrolling, but at the bottom, under the latest products, there is a button "Show N more products". You can look at a good implementation of this method on the wikimart.ru website by browsing the end branches of the directory.

Correct use parameters

In some cases, when you use the rel="prev"/"next" attributes, paginated pages may contain parameters that do not change the content:

session variables,
sorting,
changing the number of elements per page.

In this case, we get duplicate content. The solution to this problem can be to use a combination of rel="prev"/"next" and rel="canonical".

To do this, first, you must ensure that all paginated pages with rel="prev"/"next" use the same parameter. Secondly, for each URL with a parameter, you need to register its canonical page without this parameter. For example, we have the same 4 pagination pages and use sessionid=55 to track users:

Proper use of filters and rel="prev"/"next"

Now, let's look at an example where we use parameters by which we can / want to give out unique content and it is important for us to keep such filtered pages in the index. For example, we have a sneakers category and we want to create landing pages for search results with different brands using parameters in the URL.

>>Informatics grade 7 >>Informatics: Eight and command cycle Repeat N times

Practical work to the subject Informatics Grade 7.

View topics: Octopus and command cycle Repeat N times

Test: Control Word

Question #1: What do we use document page settings for?

To insert pagination
To arrange hyphens
To set indents from page borders to text borders
To align text

Answer: 3;

Question #2: Can we draw a border around some of the text to make it stand out?

Choose one of the answer options:

Yes, for this you need to use borders and fill.
Yes, and for this you need to use page parameters
This can be done using the Margins option in Page Setup.
No, you can only make a frame for the whole page

Answer: 1;

Question #3: Please note that there are multiple possible answers to this question!
What points can we carry out when printing a document?

Specify the number of pages
Specify to print multiple pages on one
Specify printing 5 pages on one
print only individual pages
Select to print multiple copies

Answer: 1,2,4,5;

Question #4: A text editor is a program for...

Choose one of the answer options:

Processing graphic information
video information processing
text processing
music recording work

Answer: 3;

Question #5: How to delete the character to the left of the cursor...

Choose one of the answer options:

Press Delete
Press BS
Press Alt
Press Ctrl+Shift

Answer: 2;

Question #6: Specify how to save the edited document under a different name.

Question #7: What action can we perform with the table?

Choose multiple answers:

Merging cells
Change the number of rows and columns
close one cell
Insert picture instead of border
change the appearance of the table borders

Answer: 1,2,3,5;

Question #8: Cursor is

Choose one of the answer options:

Text input device
keyboard key
the smallest display element on the screen
a label on a monitor screen that indicates the position at which keyboard input will be displayed

Answer: 4;

Question #9: How to enable the Drawing toolbar?

Choose one of the answer options:

View - Toolbars - Drawing
Edit - Paste - Toolbars - Draw
File - Open - Drawing

Answer: 1;

Question #10: How can I insert a picture into Text Document TR MS Word?
(Note that there are several possible answers to this question.)

Choose multiple answers:

From graphic editor
from a file
from the collection of ready-made pictures
from the File menu
from the printer

Answer: 1,2,3;

Question #11: How in text editor print a character that is not on the keyboard?

Choose one of the answer options:

Use character insert
Use drawing for this
Paste from special file

Answer: 1;

Question #12: Specify the sequence of actions performed when inserting a formula.

Specify the order of the answer options:

Select menu item Insert
Click Object
Select Microsoft Equation
Write a formula
Click the left mouse button in a free area of the screen

Answer: 1-2-3-4-5;

Contributed by the teacher of computer science of the International Lyceum "Grand" Cheban L.I.

Calendar-thematic planning from informatics, video from informatics online, informatics at school

A function is simply a block of code that has a name and input parameters to process, which can be executed when we need it. They may not sound like much, but trust me, once you understand and learn how to use functions, you can save a lot of time and write code that is much more readable!

Although the topic of functions is often perceived as difficult for beginner programmers, they are worth knowing anyway. It may take a long time, but don't give up, functions will greatly help you in your programming career.

Creating our first php function

When you create a function, you must first give it a name, such as myCompanyName. It's best to name functions with clear names that make sense so you don't get confused. The same applies to .

The syntax for creating a function is pretty obvious and logical. First, you must tell PHP that you want to create a function. This can be done by entering the function keyword and your function name and a few other things (which we'll talk about a bit later).

Here's what the myCompanyName function declaration looks like:

Note: The function name can start with "_", but not with a number!
This is just the skeleton of our function, and inside it we can put any code we want. When the function is called, it will be executed. See the curly braces in the above example "()"? These brackets define where our function code should be. The opening curly brace "(" tells PHP that the function code is starting, and the closing curly brace ")" tells PHP that our function is over!

Let's add something simple to it, like .

That's it, pretty simple, right? Now let's learn how to call our function.

Call ready php function

Now that you've finished coding a simple function, it's time to try it out. Below is a simple script. Let's do this: declare our function and use it.

!
"; myCompanyName(); echo "Good to see you!
";

Although this was a simple example, it is important to understand that any inattention can lead to an error. When you create a function, follow these simple guidelines.

Always start your functions with keyword function.
Remember that your function code must be between "(" and ")".
When you call a function, make sure you spell its name correctly.

Functions with parameters

Another useful feature is that you can call functions with parameters, that is, pass inside its code Additional information. Our first function, myCompanyName, isn't very useful, because all it can do is print the same string.

However, if we were to use parameters, then we could add some extra features to our function! The parameter appears in brackets "()" and looks like a normal PHP variable. Let's create new feature, which creates a custom greeting based on the person's name, which we pass as a parameter.

"; } ?>

Now, when we call the sayHello function, the parameter (name) must be indicated in brackets, since the function is declared with a parameter and it cannot be ignored.
If we want to specify several parameters, then we simply list them when declaring the function, separated by commas, and that's it, nothing else is required.

Returning a value from a php function

In addition to the fact that you have the ability to pass information to a function, it can also return a value itself. But remember, a function can only return one value, although it can be anything: an integer, a float, a boolean, whatever you want!

How does it return a value? It's best to understand with an example. Let's declare a function with parameters, and then assign the result to some variable, like this:

"; $myNumber = mySum(3, 4); // Save the result of calling mySum to $myNumber echo "After calling the function, myNumber = " . $myNumber ."
"; ?>

To assign a value to a function, a return statement is added to it, see it? The result of adding two numbers is stored in the $total variable, and using return $total this value is passed to the function itself. We then simply assign it to the $myNumber variable after calling the mySum function with two parameters 3 and 4 (these are the numbers to be added).

Practice, learn and you will succeed!

Now that the most appropriate values of the distribution parameters have been found, we calculate the optimal f for this distribution. We can apply the procedure that was used in the previous chapter to find the optimal f for a normal distribution. The only difference is that the probabilities for each standard value (X value) are calculated using equations (4.06) and (4.12). With a normal distribution, we find a column of associated probabilities (probabilities corresponding to a certain standard value) using Equation (3.21). In our case, to find the associated probabilities, we should follow the procedure described in detail earlier:

For a given standard value of X, calculate its corresponding N\"(X) using equation (4.06).

For each standard X value, calculate the cumulative sum of the N \ "(X) values \u200b\u200bcorresponding to all previous X.

Now to find N(X), i.e. total probability for a given X, add the current sum corresponding to the value of X to the current sum corresponding to the previous value of X. Divide the resulting value by 2. Then divide the resulting quotient by the total sum of all N\"(X), i.e. the last number in the running sum column This new quotient is the associated 1-tailed probability for the given X.

Since we now have a method for finding the associated probabilities for standard values of X given a given set of parameter values, we can find the optimal f. The procedure is exactly the same as that used to find the optimal f under a normal distribution. The only difference is that we calculate the associated probability column in a different way. In our example with 232 trades, the parameter values that result from the lowest K-S statistics are 0.02, 2.76, 0, and 1.78 for LOC, SCALE, SKEW, and KURT, respectively. We have obtained these parameter values using the optimization procedure described in this chapter. K-S stats== 0.0835529 (meaning that at their worst point the two distributions are 8.35529% apart) at a significance level of 7.8384%. Figure 4-10 shows the distribution function for the parameter values that best fit our 232 trades. If we take these parameters and find the optimal f on this distribution, limiting the distribution to +3 and -3 sigma using 100 equally spaced data points, we get f= 0.206, or 1 contract for every $23,783.17. Compare this with the empirical method, which will show that optimal growth is achieved at 1 contract for every $7,918.04 in account balance. We get this result if we restrict the distribution to 3 sigma on each side of the mean. In fact, in our empirical trade flow, we had a worst case loss of 2.96 sigma and a best case gain of 6.94 sigma. Now if we go back and constrain the distribution to 2.96 sigma to the left of the mean and 6.94 sigma to the right (and this time using 300 equally spaced data points), we get the optimal f = 0.954, or 1 contract for every $5,062.71 on the account balance. Why does it differ from the empirical optimal Г= 7918.04?

The problem is the "roughness" of the actual distribution.

Recall that the significance level of our best fit parameters was only 7.8384%. Let's take a distribution of 232 trades and put them in 12 cells from -3 to +3 sigma.

Cells Number of trades

Vg „. -0.5 0.0 43

b -\" 0.0 0.5 69

Note that there are spaces on the tails of the distribution, i.e. areas, or cells, where there is no empirical data. These regions smooth out when we fit our adjusted distribution to the data, and it is these smoothed regions that cause the difference between the parametric and empirical optimal Γ. Why is our characteristic distribution, with all the possibilities of adjusting its shape, not a very good approximation to the actual distribution? The reason is that the observed distribution has too many inflection points. The parabola can be directed upwards or downwards. However, along the entire parabola, the direction of concavity or convexity does not change. At the inflection point, the direction of the concavity changes. The parabola has 0 inflection points,

4899,56 -3156,33 -1413,1 330,13 2073,36 3816,59

Figure 4-11 Bell Distribution Inflection Points

Figure 4-10 Managed Allocation for 232 Trades

since the direction of the concavity never changes. An S-shaped object lying on its side has one inflection point, i.e. the point where the concavity changes. Figure 4-11 shows the normal distribution. Note that in a bell curve, such as the normal distribution, there are two inflection points. Depending on the value of SCALE, our adjusted distribution can have zero inflection points (if SCALE is very low) or two inflection points. The reason our adjusted distribution does not describe the actual distribution of trades very well is that the real distribution has too many inflection points. Does this mean that the resulting characteristic distribution is incorrect? Probably not. If desired, we could create a distribution function that would have more than two inflection points. Such a function could be better fitted to the real distribution. If we were to create a distribution function that allows unlimited quantity inflection points, then we would fit it exactly to the observed distribution. The optimal f obtained using such a curve would practically coincide with the empirical one. However, the more inflection points we had to add to the distribution function, the less reliable it would be (i.e., it would be less likely to represent future trades). We are not trying to fit the parametric IK exactly to the observed, but only trying to determine how the observed data is distributed so that we can predict with great confidence the future optimal 1 (if the data is distributed the same as in the past). False inflection points have been removed in the regulated distribution adjusted to real trades. Let's explain the above with an example. Suppose we are using a Galton board. We know that asymptotically the distribution of balls falling across the board will be normal. However, we are only going to roll 4 marbles. Can we expect the results of throwing 4 marbles to be normally distributed? How about 5 balls? 50 balls? In an asymptotic sense, we expect the observed distribution to be closer to normal as the number of transactions increases. Fitting the theoretical distribution to each \r\n inflection point of the observed distribution will not give us a greater degree of accuracy in the future. At in large numbers trades, we can expect the observed distribution to converge with the expected one and many inflection points will be filled with trades as their number goes to infinity. If our theoretical parameters accurately reflect the distribution of real trades, then the optimal Γ derived from the theoretical distribution will, in a future sequence of trades, be more accurate than the optimal Γ calculated empirically from past trades. In other words, if our 232 trades represent the distribution of trades in the future, then we can expect the distribution of trades in the future to be closer to our “tuned” theoretical distribution than to the observed one, with its many inflection points and “noisiness” due to the finite the number of transactions. Thus, we can expect the future optimal t to be more like the optimal Γ obtained from the theoretical distribution than the optimal Γ obtained empirically from the observed distribution.

So, in this case, it is best to use not the empirical, but the parametric optimal Γ. The situation is similar to the case considered with 20 coin tosses in the previous chapter. If we expect 60% wins in a 1:1 game, then the optimal t = 0.2. However, if we only had empirical data on the last 20 tosses, 11 of which were winning, our optimal ( would be 0.1. We assume that the parametric optimal ( ($5062.71 in this case) is correct, since it is optimal for the function that "generates" the trades.As in the case of the coin toss game just mentioned, we assume that the optimal ( for the next trade is determined by the parametric generating function, even if the parametric ( differs from the empirical optimal Γ

It is obvious that the limiting parameters have a great influence on the optimal T. How to choose these limiting parameters? Let's see what happens when we move the upper bound. Next table compiled for 3 sigma lower limit using 100 equidistant data points and optimal parameters for 232 trades:\r\nUpper Bound Γ\r\n3 Sigmas 0.206 $23783.17\r\n4 Sigmas 0.588 $8332.51\r\n5 Sigmas 0.784 $6249 .42\r\n6 Sigmas 0.887 $5523.73\r\n7 Sigmas 0.938 $5223.41\r\n8 Sigmas 0.963 $5087.81\r\n* * *\r\n* * *\r\n100 Sigmas 0.999 $4904 .46\r\n

Note that with a constant lower bound, the higher we move the upper bound, the closer the optimal () to 1. Thus, the more we move the upper bound, the closer the optimal ( in dollars will be to the lower bound (worst-case expected loss). In the case when our lower bound is at -3 sigma, the more we move the upper bound, the closer in the limit the optimal ( in dollars will be to the lower bound, i.e. to $330.13 -(1743.23 * 3) = = -$4899.56 See what happens when the upper bound stays the same (3 sigma) and we move the lower bound away Quickly enough, the arithmetic expectation of such a process turns out to be negative.This is because more than 50% of the area under characteristic function located to the left of the vertical axis. Therefore, when we push back the lower limit parameter, the optimal ( tends to zero. Now let's see what happens if we start pushing both limit parameters at the same time. Here we use a set of optimal parameters 0.02, 2.76, 0 and 1.78 for distributions of 232 trades and 100 equally spaced data points:

Upper and lower bound B\r\n3 Sigmas 0.206 $23783.17\r\n4 Sigmas 0.158 $42,040.42\r\n5 Sigmas 0.126 $66,550.75\r\n6 Sigmas 0.104 $97,387.87\r\n* * *\r\n* * *\r\n100 Sigmas 0.053 $322625.17\r\n

Note that the optimal ( approaches 0 as we push back both limiting parameters. Moreover, as the worst-case loss increases and is divisible by a progressively smaller optimal T, our $1, i.e., the funding amount of 1 unit, also approaches infinity.

problem best choice limiting parameters can be formulated as a question: where can the best and worst trades occur in the future (when we will trade in this market system)? The tails of the distribution actually go to plus and minus infinity, and we should finance each contract with an infinite amount (as in the last example where we pushed both boundaries). Of course, if we're going to trade endlessly for a long time , our optimal ( in dollar terms will be infinite. But we are not going to trade this market system forever. The optimal Γ at which we are going to trade this market system is a function of the assumed best and worst trades. Recall if we flip a coin 100 times and write down the longest tails streak in a row, and then toss the coin 100 more times, the tails streak after 200 tosses is likely to be greater than after 100. Similarly, if the worst-case loss in our history of 232 trades was 2 .96 sigma (for convenience, let's take 3 sigma), then in the future we should expect a loss of more than 3 sigma.So instead of limiting our distribution to the past history of transactions (-2.96 and +6.94 sigma), we will limit it to - 4 and +6.94 sigma. We should probably expect that in the future it is the upper, and not the lower bound, that will be violated. However, we will not take this circumstance into account for several reasons. the fact that trading systems in the future worsen their performance compared to working on historical data, even if they do not use optimized parameters. It all comes down to the principle that the effectiveness of mechanical trading systems is gradually declining. Second, the fact that we pay a lower price for error in optimal f as we move to the left rather than to the right of the peak of the f curve suggests that we should be more conservative in future projections. We will calculate the parametric optimal f under the -4 and +6.94 sigma constraints using 300 equally spaced data points. However, when calculating the probabilities for each of the 300 equally spaced data cells, it is important that we consider the 2-sigma distribution before and after the chosen limit parameters. Therefore, we will determine the associated probabilities using cells ranging from -6 to +8.94 sigma, even if the actual interval is -4 - +6.94 sigma. Thus, we will increase the accuracy of the results. Using the optimal parameters 0.02, 2.76, 0 and 1.78 will now give us the optimal f = 0.837, or 1 contract for every $7936.41. As long as the constraint parameters are not violated, our model is accurate for the chosen boundaries. As long as we don't expect to lose more than 4 sigma ($330.13 -(1743.23 * 4) = - $6642.79) or profit more than 6.94 sigma ($330.13 + + (1743.23 * 6.94) = $12 428.15), we can assume that the boundaries of the distribution of future transactions are chosen exactly. The possible discrepancy between the created model and the real distribution is a weak point of this approach, that is, the optimal f obtained from the model will not necessarily be optimal. If our chosen parameters are violated in the future, f may no longer be optimal. This drawback can be eliminated with the help of options, which allow you to limit the possible loss. given amount. As soon as we discuss the weakness of this method, it is necessary to point out its last drawback. It should be kept in mind that the real distribution of trading profits and losses is a distribution where the parameters are constantly changing, albeit slowly. You should periodically re-tune the trading profits and losses of the market system to track these dynamics.

More on Using Parameters to Find the Optimal f:

2. SYSTEM OF CLASSIFICATIONS OF PROBLEMS OF ORGANIZATIONAL PROJECT MANAGEMENT
Who will help to draw up a business plan for finding investments
3.4. The use of finance to regulate the market economy.
Using the contract to increase the return on investment
Using swaps to reduce interest payments
Finding the optimal using the geometric mean.
Optimal F for other distributions and custom curves
2. Use of evidence to expose the interrogated in a lie
Chapter 6. Non-traditional methods and means of obtaining and using information significant for the investigation of crimes

- Copyright - Advocacy - Administrative law - Administrative process - Antimonopoly and competition law - Arbitration (economic) process - Audit - Banking system - Banking law - Business - Accounting - Property law -

Test: Text editor

Question #1: Why do we use document page settings?

1. To insert pagination

2. To hyphenate

3. To set indents from page borders to text borders

4. To align text

Question #2: Can we draw a border around some of the text to make it stand out?

Choose one of the answer options:

1. Yes, for this you need to use borders and fill.

2. Yes, and for this you need to use the page parameters

3. This can be done using the Margins item in Page Setup.

4. No, you can make a frame only for the whole page

Question #3: Attention in this question, several answers are possible!
What points can we carry out when printing a document?

1. Specify the number of pages

2. Specify printing of several pages on one

3. Specify printing 5 pages on one

4. print only individual pages

5. Select to print multiple copies

Question #4: A text editor is a program for...

Choose one of the answer options:

1. graphic information processing

2. processing video information

3. text processing

4. work with musical records

Question #5: How to delete the character to the left of the cursor...

Choose one of the answer options:

1. Click Delete

2. Press BS

3. Press Alt

4. Press Ctrl+Shift

Question #6: Specify how to save the edited document under a different name.

3. Choose a location and file name

Question #7: What action can we perform with the table?

Choose multiple answers:

1. Merging cells

2. Change the number of rows and columns

3. Close one cell

4. Insert a picture instead of a border

5. change the look of the table borders

Question #8: Cursor is

Choose one of the answer options:

1. text input device

2. key on the keyboard

3. the smallest display element on the screen

4. a mark on the monitor screen indicating the position at which the keyboard input will be displayed

Question #9: How to enable the Drawing toolbar?

Choose one of the answer options:

1. View - Toolbars - Drawing

2. Edit - Paste - Toolbars - Drawing

3. File - open - Drawing

Question #10: How can I insert a picture into a MS Word TR text document?
(Note that there are several possible answers to this question.)

Choose multiple answers:

1. from the graphic editor

2. from a file

3. from the collection of ready-made pictures

4. from the File menu

5. from the printer

Question #11: How to type a character in a text editor that is not on the keyboard?

Choose one of the answer options:

1. Use symbol insertion

2. Use drawing for this

3. Insert from a special file

Question #12: Specify the sequence of actions performed when inserting a formula.

Specify the order of the answer options:

1. Select the menu item Insert

2. Click Object

3. Select Microsoft Equation

4. Write a formula

5. Click the left mouse button in a free area of the screen

Answers

"5" for 11-12 correct answers

"4" for 9-10 correct answers

"3" for 6-8 correct answers

"2" if there are 5 or less correct answers

Test 1.4.2. "Spreadsheets"

Option 1

1) Cell B1 contains the formula =2*$A1. What will the formula look like when cell B1 is copied to cell C2?

1) =2*$B1 2) =2*$A2 3) =3*$A2 4) =3*$B2H

2) Given a fragment spreadsheet:

A	B	C	D

The formula is entered in cell D2 \u003d A2 * B1 + C1. As a result, the following value will appear in cell D2:

1) 6 2) 14 3) 16 4) 24

3) Cell A1 of the spreadsheet contains the formula =D1-$D2. What will the formula look like after cell A1 is copied to cell B1?

1) =E1-$E2 2) =E1-$D2 3) =E2-$D2 4) =D1-$E2

4) In the spreadsheet, the value of the formula =AVERAGE(A6:C6) equals ( -2 ). What is the value of the formula =SUM(A6:D6) if the value of cell D6 is 5?

1) 1 2) -1 3) -3 4) 7

5) The figure shows a fragment of a spreadsheet. Determine what will be the value calculated by the following formula =SUM(B1:C4)+F2*E4–A3

After moving the contents of cell C70 to cell C71, the value in cell D71 will change in absolute value to:

1) 2,2 2) 2,0 3) 1,05 4) 0,8

7) A fragment of a spreadsheet is given:

A	B	C	D

=C1-B1	=B1-A2*2	=C1/2	=B1+B2

After performing the calculations, a chart was built using the values of the range of cells A2:D2. Specify the resulting diagram.

8) 100 teachers take part in the teleconference of teachers of physics and mathematics schools. Among them are teachers of mathematics (M), physics (F) and computer science (I). Teachers have different levels of qualification: each teacher either has no category at all (no category - BK), or has II, I or the highest (VK) qualification category. Diagram 1 shows the number of teachers with different skill levels, and Diagram 2 shows the distribution of teachers by subject.